ROG (ROG)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 4/9, Altman Z 7.3. DCF fair value of $152 implies 28% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of this entity present a stark dichotomy between operational efficiency and current profitability. While the DuPont decomposition reveals that returns are being dragged down by severe margin contraction at -7.6%, asset turnover remains robust at 0.57x, supported by moderate leverage of 1.20x. This negative trajectory is compounded by an ROIC-WACC spread of -2.7% and a declining Piotroski F-Score of 4/9, signaling deteriorating fundamental quality despite the Altman Z-Score of 7.3 suggesting low bankruptcy risk and a Beneish M-Score of -3.03 indicating minimal earnings manipulation concerns. The divergence between these metrics highlights an operational model that maintains high gross margins at 31.7% but is currently failing to convert revenue into net income, exacerbated by year-over-year revenue contraction of -2.3%.
Valuation analysis suggests a significant discrepancy between current market pricing and intrinsic value derived from discounted cash flow models. The DCF fair value estimate stands at $152, implying approximately 27.9% upside if the model's assumptions regarding an eleven percent annual free cash flow growth rate over the next decade are realized. However, this potential reversion to mean must be weighed against what the market currently prices in; the stock exhibits a strong tilt toward the profitability factor with an RMW score of 0.473, yet it simultaneously carries a negative value factor exposure (HML: -0.151) and has underperformed relative to its risk factors, evidenced by a Fama-French alpha of -13.48% annually.
Insider activity further complicates the risk-reward profile, with $1,164,521 in net selling observed over the last ninety days, which often precedes or accompanies periods of heightened uncertainty regarding future earnings visibility. The synthesis of these data points paints a picture of a company trading at an attractive valuation multiple relative to its DCF-implied growth potential but burdened by negative operating leverage and recent insider distribution. Investors must determine whether the market has adequately priced in the risk of continued margin compression or if the current discount offers sufficient compensation for the turnaround required to restore positive ROIC.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of -2% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 8% | 10% | 12% |
|---|---|---|---|
| 2% | $184 | $137 | $110 |
| 3% | $214 | $152 | $118 |
| 4% | $258 | $172 | $129 |
Center = base case. Green = >10% upside, Red = >10% downside vs $154.22.
Pre-computed DCF: WACC=10.0%, terminal growth 3%. Fair value $152 (+27.9%). Not investment advice.
Price Chart with Moving Averages
Quant Health Deep Dive
Profitability & Value Creation
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 1992-01-09 | $0.0075 | 0.0% |
| 1991-10-09 | $0.0075 | 0.0% |
| 1991-07-12 | $0.0075 | 0.0% |
| 1991-04-11 | $0.0075 | 0.0% |
| 1991-01-09 | $0.0075 | 0.0% |
| 1990-10-16 | $0.0075 | 0.0% |
| 1990-07-10 | $0.0075 | 0.0% |
| 1990-04-10 | $0.0075 | 0.0% |
| 1990-01-09 | $0.0075 | — |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like SLYV or SPSM, the fund manager is mechanically forced to buy or sell ROG shares regardless of ROG's individual fundamentals. We estimate $104M of passive capital is structurally linked to ROG through 6 tracked ETFs. Passive flows have a limited but growing influence on ROG's daily trading dynamics.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 6 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in ROG to visualize passive redemption contagion across ETFs and collateral stocks.
If ROG (ROG) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies NVIDIA Corp. (NVDA) as the most exposed collateral stock, sharing 1 ETFs with ROG. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 6 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
ROG Ownership Dynamics
Passive funds hold 1 in every 1 ROG shares, reducing daily market volatility.
ROG (ROG) exerts significant gravity on the passive index market, currently representing 0.3% of the SLYV (SLYV) and 0.1% of the SPSM (SPSM). Across 14 tracked ETFs, approximately 24M shares (132.1% of float) are held by passive funds and rarely trade on the open market. This high passive lock-up reduces the effective active float, which can amplify daily price volatility and momentum signals.
ETFs with Highest ROG Exposure
Float lock-up computed from 14 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
ROG Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for ROG over the past year sits near $68.25 (14% of 252-day volume). The current price of $154.22 trades 125.9% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target. The highly concentrated volume profile (14% at POC) indicates strong consensus on fair value — institutional participants have repeatedly transacted near this price.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
ROG Capital Efficiency
How efficiently does ROG convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
ROG converts 684% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag.
Capital efficiency = Free Cash Flow ÷ EBITDA. Reinvestment = (EBITDA − FCF) ÷ EBITDA. Metrics from latest annual filings. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-04-13 | 1,813 | $117.96 | $213,861.48 |
| 2026-04-02 | 1 | $106.04 | $106.04 |
| 2026-03-23 | 6 | $98.58 | $591.48 |
| 2026-02-13 | 43 | $108.98 | $4,686.14 |
| 2026-01-13 | 99 | $96.43 | $9,546.57 |
| 2026-01-02 | 6,520 | $91.57 | $597,036.4 |
| 2025-12-15 | 35 | $93.10 | $3,258.5 |
| 2025-12-11 | 57 | $91.70 | $5,226.9 |
| 2025-12-02 | 21 | $84.49 | $1,774.29 |
| 2025-11-28 | 11 | $82.42 | $906.62 |
| 2025-10-29 | 12,007 | $85.75 | $1.0M |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| NDSN | 0.586 | 0.459 | Moderate |
| SWK | 0.568 | 0.434 | Moderate |
| WSM | 0.567 | 0.460 | Moderate |
| PCAR | 0.549 | 0.467 | Moderate |
| DD | 0.547 | 0.416 | Moderate |
| ITW | 0.544 | 0.460 | Moderate |
| MPWR | 0.541 | 0.455 | Moderate |
| MTH | 0.538 | 0.416 | Moderate |
| NL0009538784 | 0.527 | 0.427 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare ROG to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.